BNP Paribas Call 6.5 NWL 19.12.2025
/ DE000PZ11V61
BNP Paribas Call 6.5 NWL 19.12.20.../ DE000PZ11V61 /
| 2024-05-23 9:20:28 PM |
Chg.-0.070 |
Bid9:42:25 PM |
Ask9:42:25 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.320EUR |
-2.93% |
2.310
Bid Size: 20,800 |
2.340
Ask Size: 20,800 |
Newell Brands Inc |
6.50 USD |
2025-12-19 |
Call |
Master data
| WKN: |
PZ11V6 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Newell Brands Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
6.50 USD |
| Maturity: |
2025-12-19 |
| Issue date: |
2023-12-04 |
| Last trading day: |
2025-12-18 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.01 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.50 |
| Intrinsic value: |
1.37 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.46 |
| Parity: |
1.37 |
| Time value: |
1.08 |
| Break-even: |
8.45 |
| Moneyness: |
1.23 |
| Premium: |
0.15 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.03 |
| Spread %: |
1.24% |
| Delta: |
0.77 |
| Theta: |
0.00 |
| Omega: |
2.33 |
| Rho: |
0.05 |
Quote data
| Open: |
2.420 |
| High: |
2.450 |
| Low: |
2.220 |
| Previous Close: |
2.390 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.02% |
| 1 Month |
|
|
+20.83% |
| 3 Months |
|
|
+14.85% |
| YTD |
|
|
-28.17% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.730 |
2.390 |
| 1M High / 1M Low: |
2.960 |
1.730 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-01-09 |
3.380 |
| Low (YTD): |
2024-04-25 |
1.730 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.566 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.418 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
161.46% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
